Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15/08/2024 | 0,41% | 3,81 CHF | 3,83 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 095 590 CHF | 366 696 CHF | 99,16% | 99,16% |
14/08/2024 | 0,42% | 3,54 CHF | 3,56 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 078 320 CHF | 360 940 CHF | 99,19% | 99,19% |
13/08/2024 | 0,43% | 3,52 CHF | 3,53 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 040 900 CHF | 348 466 CHF | 99,17% | 99,17% |
12/08/2024 | 0,45% | 3,45 CHF | 3,47 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 008 770 CHF | 337 755 CHF | 98,31% | 98,31% |
09/08/2024 | 0,44% | 3,28 CHF | 3,30 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 017 080 CHF | 340 528 CHF | 99,12% | 99,12% |
08/08/2024 | 0,48% | 3,28 CHF | 3,30 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 936 620 CHF | 313 707 CHF | 98,85% | 98,85% |
07/08/2024 | 0,46% | 3,34 CHF | 3,36 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 966 190 CHF | 323 563 CHF | 99,05% | 99,05% |
06/08/2024 | 0,45% | 3,14 CHF | 3,15 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 992 161 CHF | 332 220 CHF | 98,68% | 98,68% |
02/08/2024 | 0,46% | 3,36 CHF | 3,38 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 973 737 CHF | 326 079 CHF | 98,45% | 98,45% |
30/07/2024 | 0,41% | 3,50 CHF | 3,52 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 094 040 CHF | 366 178 CHF | 99,09% | 99,09% |